Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,462 CHF | 40,830 CHF | 98.52% | 98.52% |
12/07/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,940 CHF | 40,457 CHF | 99.38% | 99.38% |
11/07/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,890 CHF | 40,422 CHF | 99.15% | 99.15% |
10/07/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,289 CHF | 37,849 CHF | 100.00% | 100.00% |
09/07/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 51,996 CHF | 37,640 CHF | 100.00% | 100.00% |
08/07/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 51,860 CHF | 37,543 CHF | 100.00% | 100.00% |
05/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 70,261 | 50,000 | 51,427 CHF | 37,101 CHF | 99.62% | 99.62% |
04/07/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 70,035 | 50,000 | 51,289 CHF | 37,117 CHF | 100.00% | 100.00% |
03/07/2024 | 1.43% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 55,728 CHF | 35,330 CHF | 99.73% | 99.73% |
02/07/2024 | 1.49% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,258 CHF | 33,786 CHF | 100.00% | 100.00% |